+5,670.2%
ADSK vs HST
+1,570.6%
+4,099.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.6% | +3.6% | -7.2% | -4.7% |
| 30D | +12.6% | +9.9% | +2.7% | +9.1% |
| 3M | +4.0% | +12.9% | -8.9% | -0.2% |
| 6M | +10.5% | +22.9% | -12.4% | +2.8% |
| YTD | -12.3% | +52.4% | -64.7% | -24.4% |
| 1Y | -14.0% | +52.5% | -66.5% | -25.9% |
| 3Y | +23.2% | +87.4% | -64.2% | -1.7% |
| 5Y | -21.2% | +82.9% | -104.1% | -37.0% |
| 10Y | +251.6% | +134.8% | +116.8% | +143.2% |
| All | +5,670.2% | +1,570.6% | +4,099.6% | +2,045.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling